Instantaneous Frequency Estimation Using Robust Spectrogram with Varying Window Length

Robust M-periodogram is defined for the analysis of signals with heavy-tailed distribution noise. In the form of a robust spectrogram it can be used for the analysis of nonstationary signals. In this paper a robust spectrogram based instantaneous frequency (IF) estimator, with a time-varying window length, is presented. The optimal choice of the window length, based on asymptotic formulae for the variance and bias, can resolve the bias-variance trade-off in the robust spectrogram based IF estimation. However, it depends on the unknown nonlinearity of the IF. The algorithm used in this paper is able to provide the accuracy close to the one that could be achieved if the IF, to be estimated, were known in advance. Simulations show good accuracy ability of the adaptive algorithm and good robustness properties with respect to rare high magnitude noise values.

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